CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.7635 0.7584 -0.0051 -0.7% 0.7641
High 0.7644 0.7597 -0.0046 -0.6% 0.7668
Low 0.7587 0.7512 -0.0076 -1.0% 0.7560
Close 0.7605 0.7525 -0.0080 -1.0% 0.7636
Range 0.0056 0.0086 0.0029 51.3% 0.0108
ATR 0.0054 0.0057 0.0003 5.1% 0.0000
Volume 58,353 106,166 47,813 81.9% 243,274
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7801 0.7749 0.7572
R3 0.7716 0.7663 0.7549
R2 0.7630 0.7630 0.7541
R1 0.7578 0.7578 0.7533 0.7561
PP 0.7545 0.7545 0.7545 0.7536
S1 0.7492 0.7492 0.7517 0.7476
S2 0.7459 0.7459 0.7509
S3 0.7374 0.7407 0.7501
S4 0.7288 0.7321 0.7478
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7945 0.7898 0.7695
R3 0.7837 0.7790 0.7665
R2 0.7729 0.7729 0.7655
R1 0.7682 0.7682 0.7645 0.7652
PP 0.7621 0.7621 0.7621 0.7606
S1 0.7574 0.7574 0.7626 0.7544
S2 0.7513 0.7513 0.7616
S3 0.7405 0.7466 0.7606
S4 0.7297 0.7358 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7512 0.0156 2.1% 0.0061 0.8% 9% False True 69,874
10 0.7688 0.7512 0.0176 2.3% 0.0052 0.7% 8% False True 61,335
20 0.7715 0.7512 0.0203 2.7% 0.0054 0.7% 7% False True 57,857
40 0.7715 0.7409 0.0306 4.1% 0.0061 0.8% 38% False False 63,088
60 0.7715 0.7361 0.0354 4.7% 0.0057 0.8% 46% False False 51,828
80 0.7715 0.7361 0.0354 4.7% 0.0057 0.8% 46% False False 39,062
100 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 46% False False 31,307
120 0.7803 0.7361 0.0442 5.9% 0.0057 0.8% 37% False False 26,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7960
2.618 0.7821
1.618 0.7735
1.000 0.7683
0.618 0.7650
HIGH 0.7597
0.618 0.7564
0.500 0.7554
0.382 0.7544
LOW 0.7512
0.618 0.7459
1.000 0.7426
1.618 0.7373
2.618 0.7288
4.250 0.7148
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.7554 0.7590
PP 0.7545 0.7568
S1 0.7535 0.7547

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These figures are updated between 7pm and 10pm EST after a trading day.

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